Anic Equity¶

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Total return since start: 0.594 %¶

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Equity now: -----------------------------> 48675.79 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46474.27 Kr¶

PnL: ---------------------------------------> -1747.98 Kr¶

DD now: ---------------------------------> -6.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:22:01.816072'

Anic Portfolio¶

Today¶

Return: 0.422 %¶

This Week¶

Return: 0.422 %¶

Total¶

Return: 59.352 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.830000 832.050000 134.050000 19.200000 698.000040
Tobii Dynavox 109 0.610000 2807.300000 85.300000 3.130000 2721.999993
Nordisk Bergteknik B 130 -1.660000 4231.500000 67.500000 1.620000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.810000 719.910000 33.910000 4.940000 686.000016
MEKO 13 -1.390000 1573.000000 19.000000 1.220000 1554.000006
Vitec Software Group B 1 -0.600000 500.500000 15.500000 3.200000 485.000000
Embracer Group B 14 -1.540000 699.440000 10.440000 1.520000 689.000004
Tietoevry 2 -2.000000 648.400000 10.400000 1.630000 638.000000
G5 Entertainment 3 -0.160000 573.900000 1.900000 0.330000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
SKF B 3 -3.640000 592.350000 -3.650000 -0.610000 596.000001
Addnode Group B 6 -1.510000 703.200000 -5.800000 -0.820000 709.000002
ASSA ABLOY B 2 -1.570000 502.600000 -11.400000 -2.220000 514.000000
Avanza Bank Holding 2 -2.830000 497.700000 -13.300000 -2.600000 511.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.320000 2019.600000 -23.400000 -1.150000 2043.000000
Husqvarna B 7 -2.790000 615.580000 -24.420000 -3.820000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Collector Bank 29 -5.390000 1202.780000 -31.220000 -2.530000 1233.999996
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.220000 577.950000 -40.050000 -6.480000 618.000000
Rejlers B 6 -3.400000 919.200000 -42.800000 -4.450000 961.999998
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.120000 483.000000 -46.000000 -8.700000 529.000000
Dustin Group 18 -4.550000 611.280000 -58.720000 -8.760000 669.999996
Viaplay Group B 4 -2.870000 974.000000 -63.000000 -6.080000 1037.000000
Nordea Bank Abp 30 -4.220000 3693.000000 -70.000000 -1.860000 3762.999990
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
AFRY 3 -2.920000 518.700000 -76.300000 -12.820000 594.999999
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -1.800000 557.940000 -125.060000 -18.310000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -2.880000 3558.400000 -579.600000 -14.010000 4138.000000
TOTAL 46474.270000 -1747.980000 -6.52308% 48222.250041

Updated:¶

'2023-03-13 17:22:15.855083'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶